+18.3%
RSP vs MRK
+84.5%
-66.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -0.3% | +17.1% | -17.5% | -2.4% |
| 3M | +4.3% | +25.9% | -21.6% | +1.0% |
| 6M | +8.8% | +26.8% | -18.0% | +5.2% |
| YTD | +15.3% | +44.9% | -29.7% | +9.1% |
| 1Y | +18.3% | +84.8% | -66.6% | +8.9% |
| All | +18.3% | +84.5% | -66.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling